Robustness of solutions of almost every system of equations

TL;DR

This paper demonstrates that in broad classes of functions used in modeling, the rank of their derivatives is almost always constant, leading to predictable, robust solution sets that form smooth manifolds.

Contribution

It establishes that most function spaces like linear, polynomial, or analytic functions are almost always of constant rank, ensuring stable and smooth solution sets in mathematical modeling.

Findings

Most function spaces used in modeling are almost always of constant rank.

Solution sets are either robust for almost all points or not at all.

These solution sets form smooth manifolds with predictable dimensions.

Abstract

In mathematical modeling, it is common to have an equation $F(p)=c$ where the exact form of $F$ is not known. This article shows that there are large classes of $F$ where almost all $F$ share the same properties. The classes we investigate are vector spaces $\mathcal{F}$ of $C^1$ functions $F:\mathbb{R}^N \to \mathbb{R}^M$ that satisfy the following condition: $\mathcal{F}$ has ``almost constant rank'' (ACR) if there is a constant integer $\rho(\mathcal{F}) \geq 0$ such that rank$(DF(p))=\rho(\mathcal{F})$ for ``almost every'' $F\in \mathcal{F}$ and almost every $p\in\mathbb{R}^N$. If the vector space $\mathcal{F}$ is finite-dimensional, then ``almost every'' is with respect to Lebesgue measure on $\mathcal{F}$, and otherwise, it means almost every in the sense of prevalence, as described herein. Most function spaces commonly used for modeling purposes are ACR. In particular, we show that if all of the functions in $\mathcal{F}$ are linear or polynomial or real analytic, or if $\mathcal{F}$ is the set of all functions in a ``structured system'', then $\mathcal{F}$ is ACR. For each $F$ and $p$, the solution set of $p \in \mathbb{R}^N$ is SolSet$(p):= \{x: F(x)=F(p)\}.$ A solution set of $F(p)=c$ is called robust if it persists despite small changes in $F$ and $c$. The following two global results are proved for almost every $F$ in an ACR vector space $\mathcal{F}$: (1) Either the solution set SolSet$(p)$ is robust for almost every $p\in \mathbb{R}^N$, or none of the solution sets are robust. (2) The solution set SolSet$(p)$ is a $C^\infty$-manifold of dimension $d = N-\rho(\mathcal{F})$. In particular, $d$ is the same for almost every $F \in \mathcal{F}$.